|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon April 30, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120430 |
1490.25 |
1503.75 |
1480.25 |
1503.00 |
+6.25 |
62,414 |
25,571 |
-16,996 |
Jul12 |
120430 |
1490.25 |
1507.00 |
1450.50 |
1505.50 |
+12.00 |
144,143 |
323,894 |
+1,543 |
Aug12 |
120430 |
1466.00 |
1483.75 |
1460.00 |
1483.75 |
+17.00 |
9,732 |
33,929 |
+1,622 |
Sep12 |
120430 |
1410.00 |
1425.50 |
1403.25 |
1424.50 |
+14.50 |
2,686 |
16,149 |
+185 |
Nov12 |
120430 |
1360.50 |
1382.00 |
1355.75 |
1381.00 |
+19.00 |
49,012 |
228,462 |
-184 |
Jan13 |
120430 |
1354.50 |
1374.75 |
1351.50 |
1374.25 |
+17.00 |
4,541 |
46,884 |
+186 |
Mar13 |
120430 |
1336.50 |
1353.50 |
1334.25 |
1353.50 |
+14.50 |
5,506 |
60,528 |
+32 |
May13 |
120430 |
1322.50 |
1336.25 |
1317.50 |
1336.25 |
+13.75 |
2,761 |
24,610 |
+377 |
Jul13 |
120430 |
1318.50 |
1335.00 |
1317.50 |
1334.50 |
+14.00 |
1,608 |
27,619 |
+330 |
Aug13 |
120430 |
1305.25 |
1305.25 |
1291.75 |
1305.25 |
+13.50 |
4 |
150 |
-4 |
Sep13 |
120430 |
1273.00 |
1273.00 |
1261.00 |
1273.00 |
+12.00 |
0 |
228 |
+0 |
Nov13 |
120430 |
1235.50 |
1244.00 |
1228.00 |
1244.00 |
+12.00 |
238 |
12,066 |
+36 |
Jan14 |
120430 |
1249.00 |
1249.00 |
1237.00 |
1249.00 |
+12.00 |
0 |
158 |
+0 |
Mar14 |
120430 |
1248.75 |
1248.75 |
1236.75 |
1248.75 |
+12.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
282,645 |
800,781 |
-12,873 |
Soybean Meal(CBOT) |
May12 |
120430 |
427.00 |
435.00 |
424.20 |
434.30 |
+6.90 |
28,446 |
16,579 |
-7,198 |
Jul12 |
120430 |
427.30 |
436.50 |
425.80 |
435.50 |
+7.10 |
57,574 |
138,736 |
+1,656 |
Aug12 |
120430 |
417.90 |
428.20 |
416.60 |
427.80 |
+9.80 |
2,249 |
15,967 |
+49 |
Sep12 |
120430 |
397.90 |
407.10 |
396.80 |
406.90 |
+9.30 |
1,427 |
12,270 |
-113 |
Oct12 |
120430 |
373.60 |
384.00 |
372.00 |
384.00 |
+10.10 |
1,013 |
7,812 |
+33 |
Dec12 |
120430 |
370.70 |
382.40 |
369.30 |
381.50 |
+10.10 |
8,012 |
41,653 |
+9 |
Jan13 |
120430 |
366.00 |
374.60 |
366.00 |
374.30 |
+9.30 |
433 |
4,806 |
+33 |
Mar13 |
120430 |
356.00 |
363.70 |
354.40 |
363.70 |
+8.40 |
1,033 |
7,461 |
-385 |
May13 |
120430 |
346.60 |
355.10 |
346.30 |
355.10 |
+8.20 |
641 |
5,393 |
+53 |
Jul13 |
120430 |
345.70 |
354.30 |
345.60 |
354.30 |
+8.40 |
110 |
4,735 |
-20 |
Total Volume and Open Interest |
101,008 |
260,098 |
-5,872 |
Soybean Oil(CBOT) |
May12 |
120430 |
55.13 |
55.28 |
54.39 |
54.66 |
-0.52 |
41,931 |
16,303 |
-6,206 |
Jul12 |
120430 |
55.47 |
55.66 |
54.78 |
55.05 |
-0.48 |
89,509 |
195,016 |
-1,885 |
Aug12 |
120430 |
55.68 |
55.85 |
54.98 |
55.23 |
-0.48 |
13,384 |
25,005 |
+2,529 |
Sep12 |
120430 |
55.92 |
56.00 |
55.16 |
55.41 |
-0.47 |
11,012 |
18,042 |
+1,055 |
Oct12 |
120430 |
55.98 |
56.13 |
55.28 |
55.50 |
-0.46 |
1,420 |
10,051 |
-9 |
Dec12 |
120430 |
56.22 |
56.41 |
55.55 |
55.80 |
-0.46 |
11,879 |
74,218 |
-605 |
Jan13 |
120430 |
56.04 |
56.46 |
55.79 |
56.03 |
-0.43 |
277 |
3,281 |
+82 |
Mar13 |
120430 |
56.69 |
56.80 |
56.00 |
56.26 |
-0.41 |
1,000 |
13,853 |
-12 |
May13 |
120430 |
56.63 |
56.63 |
56.06 |
56.36 |
-0.38 |
800 |
5,133 |
-95 |
Jul13 |
120430 |
56.67 |
56.79 |
56.11 |
56.40 |
-0.39 |
50 |
4,876 |
-6 |
Total Volume and Open Interest |
171,316 |
371,749 |
-5,151 |
Canola(WCE) |
May12 |
120430 |
647.9 |
649.7 |
645.9 |
649.7 |
+2.4 |
2,687 |
4,148 |
-1,477 |
Jul12 |
120430 |
634.8 |
640.0 |
634.8 |
637.7 |
-1.1 |
9,306 |
97,050 |
-60 |
Nov12 |
120430 |
576.5 |
583.5 |
576.5 |
582.7 |
+2.9 |
10,536 |
106,200 |
+2,850 |
Jan13 |
120430 |
583.2 |
586.6 |
582.7 |
586.6 |
+2.9 |
2,739 |
17,168 |
+418 |
Mar13 |
120430 |
587.8 |
590.7 |
586.7 |
590.7 |
+2.5 |
1,550 |
8,157 |
+684 |
Total Volume and Open Interest |
27,827 |
239,042 |
+2,883 |
Corn(CBOT) |
May12 |
120430 |
652.25 |
662.00 |
644.00 |
660.25 |
+7.25 |
104,596 |
54,841 |
-31,007 |
Jul12 |
120430 |
625.00 |
635.00 |
620.50 |
634.25 |
+8.75 |
183,958 |
545,272 |
+10,977 |
Sep12 |
120430 |
552.25 |
562.25 |
550.25 |
560.75 |
+9.75 |
30,763 |
187,419 |
-233 |
Dec12 |
120430 |
537.75 |
544.75 |
534.50 |
543.25 |
+4.50 |
56,830 |
372,683 |
+2,453 |
Mar13 |
120430 |
549.25 |
556.00 |
546.00 |
554.75 |
+4.50 |
5,404 |
54,512 |
+402 |
May13 |
120430 |
557.50 |
564.25 |
554.75 |
563.00 |
+4.25 |
1,428 |
11,225 |
+535 |
Jul13 |
120430 |
566.25 |
571.50 |
562.50 |
570.25 |
+0.75 |
3,774 |
16,140 |
+1,375 |
Sep13 |
120430 |
550.00 |
550.50 |
545.25 |
550.00 |
+4.75 |
2 |
1,545 |
+0 |
Dec13 |
120430 |
539.00 |
544.75 |
536.50 |
543.50 |
+4.25 |
317 |
30,126 |
+144 |
Mar14 |
120430 |
548.50 |
554.50 |
548.50 |
554.50 |
+4.25 |
0 |
563 |
+0 |
Total Volume and Open Interest |
387,114 |
1,278,177 |
-15,338 |
Wheat(CBOT) |
May12 |
120430 |
645.00 |
649.75 |
633.75 |
647.75 |
+5.50 |
19,816 |
15,126 |
-8,351 |
Jul12 |
120430 |
648.00 |
655.50 |
640.25 |
654.50 |
+4.50 |
52,948 |
236,560 |
+3,439 |
Sep12 |
120430 |
660.50 |
668.00 |
652.25 |
666.50 |
+3.75 |
12,276 |
66,978 |
-556 |
Dec12 |
120430 |
682.00 |
689.75 |
673.00 |
688.00 |
+3.75 |
10,979 |
96,016 |
+172 |
Mar13 |
120430 |
700.75 |
706.25 |
690.00 |
705.25 |
+5.00 |
979 |
11,948 |
-84 |
May13 |
120430 |
699.25 |
714.75 |
699.25 |
711.00 |
+2.50 |
378 |
5,305 |
+114 |
Total Volume and Open Interest |
98,423 |
443,462 |
-4,925 |
Wheat(KCBT) |
May12 |
120430 |
648.00 |
650.00 |
635.00 |
649.25 |
+2.75 |
8,876 |
7,210 |
-2,912 |
Jul12 |
120430 |
657.75 |
663.00 |
647.00 |
662.00 |
+3.00 |
12,896 |
76,601 |
-11 |
Sep12 |
120430 |
676.00 |
678.00 |
663.25 |
678.00 |
+3.25 |
1,795 |
22,117 |
+491 |
Dec12 |
120430 |
699.50 |
702.25 |
687.00 |
701.25 |
+2.75 |
1,826 |
23,675 |
-100 |
Mar13 |
120430 |
714.00 |
716.75 |
701.25 |
716.25 |
+3.25 |
174 |
5,000 |
+55 |
May13 |
120430 |
710.00 |
724.75 |
710.00 |
724.75 |
+3.75 |
33 |
3,093 |
+21 |
Total Volume and Open Interest |
25,646 |
138,686 |
-2,439 |
Wheat(MGE) |
May12 |
120430 |
767.00 |
779.25 |
766.75 |
778.25 |
+4.25 |
1,298 |
1,198 |
-727 |
Jul12 |
120430 |
778.75 |
786.50 |
770.00 |
783.50 |
+4.75 |
2,833 |
17,028 |
-30 |
Sep12 |
120430 |
778.00 |
785.00 |
770.00 |
782.75 |
+4.25 |
1,240 |
10,778 |
+26 |
Dec12 |
120430 |
780.00 |
786.00 |
771.25 |
785.00 |
+4.25 |
713 |
8,711 |
+76 |
Mar13 |
120430 |
779.75 |
790.00 |
777.00 |
790.00 |
+4.50 |
221 |
986 |
-6 |
Total Volume and Open Interest |
6,305 |
38,779 |
-661 |
Oats(CBOT) |
May12 |
120430 |
336.25 |
336.75 |
328.50 |
336.75 |
+1.00 |
165 |
521 |
-300 |
Jul12 |
120430 |
340.00 |
346.00 |
335.00 |
345.50 |
+3.75 |
294 |
7,090 |
+46 |
Sep12 |
120430 |
346.50 |
348.00 |
340.00 |
348.00 |
+3.25 |
1 |
364 |
+1 |
Dec12 |
120430 |
351.00 |
352.00 |
345.00 |
352.00 |
+2.50 |
26 |
2,737 |
+11 |
Total Volume and Open Interest |
490 |
10,720 |
-242 |
Rough Rice(CBOT) |
May12 |
120430 |
14.90 |
15.05 |
14.84 |
14.86 |
-0.12 |
2,008 |
2,088 |
-924 |
Jul12 |
120430 |
15.18 |
15.33 |
15.10 |
15.13 |
-0.12 |
2,707 |
10,647 |
+1,020 |
Sep12 |
120430 |
15.38 |
15.47 |
15.34 |
15.36 |
-0.10 |
190 |
2,549 |
+43 |
Nov12 |
120430 |
15.65 |
15.65 |
15.61 |
15.61 |
-0.09 |
6 |
225 |
+5 |
Total Volume and Open Interest |
4,911 |
15,580 |
+144 |
Live Cattle(CME) |
Apr12 |
120430 |
118.730 |
119.200 |
117.600 |
118.750 |
+0.300 |
1,489 |
1,586 |
-1,121 |
Jun12 |
120430 |
113.000 |
114.330 |
112.300 |
114.150 |
+1.300 |
30,959 |
149,661 |
-2,101 |
Aug12 |
120430 |
115.635 |
116.350 |
114.950 |
116.200 |
+0.650 |
15,735 |
92,269 |
+1,076 |
Oct12 |
120430 |
120.885 |
121.550 |
120.050 |
121.150 |
+0.420 |
13,307 |
64,194 |
+1,068 |
Dec12 |
120430 |
123.700 |
124.250 |
122.680 |
124.050 |
+0.600 |
7,894 |
31,133 |
-1,046 |
Feb13 |
120430 |
126.450 |
126.450 |
124.750 |
126.400 |
+0.850 |
1,075 |
8,739 |
-98 |
Total Volume and Open Interest |
70,760 |
351,938 |
-2,151 |
Feeder Cattle(CME) |
May12 |
120430 |
148.785 |
150.550 |
148.250 |
149.825 |
+1.040 |
2,780 |
10,401 |
-446 |
Aug12 |
120430 |
152.250 |
154.130 |
151.550 |
153.735 |
+1.660 |
3,313 |
19,343 |
+304 |
Sep12 |
120430 |
153.450 |
155.235 |
152.900 |
154.880 |
+1.680 |
1,086 |
5,140 |
+367 |
Oct12 |
120430 |
154.650 |
156.150 |
153.900 |
156.150 |
+1.665 |
518 |
3,134 |
+265 |
Nov12 |
120430 |
156.000 |
157.685 |
155.285 |
157.500 |
+1.515 |
225 |
1,587 |
+64 |
Jan13 |
120430 |
155.300 |
157.700 |
155.300 |
157.650 |
+2.250 |
109 |
1,262 |
+61 |
Mar13 |
120430 |
156.950 |
157.000 |
155.900 |
157.000 |
unch |
7 |
62 |
+5 |
Total Volume and Open Interest |
8,038 |
40,929 |
-457 |
Lean Hogs(CME) |
May12 |
120430 |
85.135 |
85.135 |
83.385 |
83.680 |
-1.820 |
481 |
3,218 |
-32 |
Jun12 |
120430 |
86.385 |
86.550 |
85.700 |
85.930 |
-0.670 |
17,358 |
105,325 |
+485 |
Jul12 |
120430 |
87.285 |
87.285 |
86.150 |
86.250 |
-1.285 |
4,474 |
29,489 |
-95 |
Aug12 |
120430 |
87.830 |
88.035 |
87.150 |
87.600 |
-0.400 |
4,438 |
35,385 |
+591 |
Oct12 |
120430 |
80.400 |
80.750 |
79.785 |
80.400 |
+0.050 |
4,906 |
44,704 |
-452 |
Dec12 |
120430 |
78.150 |
78.500 |
77.600 |
78.200 |
+0.050 |
2,936 |
31,310 |
+439 |
Feb13 |
120430 |
79.900 |
80.000 |
79.250 |
79.900 |
unch |
1,269 |
11,102 |
+103 |
Apr13 |
120430 |
80.900 |
81.725 |
80.900 |
81.650 |
+0.150 |
1,117 |
6,622 |
-12 |
Total Volume and Open Interest |
37,060 |
270,288 |
+1,078 |
Class III Milk(CME) |
Apr12 |
120430 |
15.74 |
15.75 |
15.73 |
15.73 |
unch |
7 |
4,366 |
-3 |
May12 |
120430 |
14.89 |
14.94 |
14.84 |
14.94 |
+0.06 |
164 |
4,868 |
+31 |
Jun12 |
120430 |
14.30 |
14.30 |
14.10 |
14.27 |
+0.07 |
270 |
4,476 |
+49 |
Jul12 |
120430 |
14.75 |
14.80 |
14.65 |
14.74 |
+0.04 |
134 |
3,117 |
-1 |
Aug12 |
120430 |
15.43 |
15.43 |
15.32 |
15.38 |
+0.03 |
67 |
2,982 |
+12 |
Total Volume and Open Interest |
824 |
29,816 |
+150 |
Cocoa(ICE) |
May12 |
120430 |
2370 |
2383 |
2242 |
2263 |
-101 |
11 |
789 |
+0 |
Jul12 |
120430 |
2309 |
2333 |
2146 |
2219 |
-90 |
7,137 |
81,944 |
-498 |
Sep12 |
120430 |
2309 |
2345 |
2165 |
2237 |
-85 |
2,043 |
31,901 |
+560 |
Dec12 |
120430 |
2329 |
2348 |
2174 |
2243 |
-83 |
634 |
21,597 |
+29 |
Mar13 |
120430 |
2333 |
2348 |
2182 |
2248 |
-79 |
876 |
28,356 |
-36 |
May13 |
120430 |
2341 |
2350 |
2200 |
2259 |
-76 |
74 |
7,213 |
+31 |
Jul13 |
120430 |
2348 |
2348 |
2243 |
2269 |
-73 |
2 |
1,942 |
-2 |
Total Volume and Open Interest |
10,777 |
177,612 |
+84 |
Coffee "C"(ICE) |
May12 |
120430 |
175.40 |
178.60 |
174.75 |
177.95 |
+2.95 |
95 |
259 |
-87 |
Jul12 |
120430 |
176.40 |
179.90 |
175.65 |
179.55 |
+3.05 |
8,148 |
78,631 |
-207 |
Sep12 |
120430 |
178.50 |
182.15 |
178.00 |
181.80 |
+3.10 |
4,757 |
33,273 |
-1,252 |
Dec12 |
120430 |
181.90 |
185.65 |
181.50 |
185.35 |
+3.30 |
1,015 |
20,891 |
-14 |
Mar13 |
120430 |
185.60 |
189.25 |
185.60 |
189.00 |
+3.30 |
484 |
6,786 |
-216 |
May13 |
120430 |
191.15 |
191.40 |
191.15 |
191.40 |
+3.20 |
319 |
3,469 |
+182 |
Total Volume and Open Interest |
14,869 |
146,211 |
-1,584 |
Orange Juice(ICE) |
May12 |
120430 |
145.00 |
145.25 |
137.80 |
140.85 |
-6.95 |
328 |
2,111 |
-298 |
Jul12 |
120430 |
148.50 |
148.50 |
138.00 |
141.85 |
-6.15 |
733 |
12,232 |
+293 |
Sep12 |
120430 |
147.85 |
147.85 |
138.75 |
141.55 |
-6.25 |
53 |
1,706 |
+20 |
Nov12 |
120430 |
147.25 |
147.25 |
139.35 |
141.75 |
-5.45 |
40 |
3,476 |
+27 |
Jan13 |
120430 |
140.00 |
141.90 |
139.50 |
141.90 |
-5.40 |
13 |
502 |
+4 |
Mar13 |
120430 |
142.70 |
142.70 |
142.70 |
142.70 |
-5.20 |
7 |
590 |
+7 |
Total Volume and Open Interest |
1,174 |
20,621 |
+53 |
Sugar #11(ICE) |
May12 |
120430 |
21.28 |
21.43 |
21.17 |
21.17 |
-0.05 |
27,300 |
24,723 |
-12,630 |
Jul12 |
120430 |
21.29 |
21.45 |
20.96 |
21.12 |
-0.09 |
77,907 |
318,988 |
+6,506 |
Oct12 |
120430 |
21.67 |
21.87 |
21.41 |
21.53 |
-0.10 |
21,770 |
157,030 |
+578 |
Mar13 |
120430 |
22.60 |
22.75 |
22.27 |
22.37 |
-0.15 |
12,568 |
111,139 |
-311 |
May13 |
120430 |
22.57 |
22.72 |
22.25 |
22.31 |
-0.20 |
3,079 |
26,165 |
+791 |
Jul13 |
120430 |
22.45 |
22.67 |
22.22 |
22.27 |
-0.18 |
2,836 |
23,219 |
+1,165 |
Oct13 |
120430 |
22.65 |
22.73 |
22.34 |
22.37 |
-0.16 |
1,339 |
23,120 |
-65 |
Mar14 |
120430 |
22.89 |
22.97 |
22.60 |
22.60 |
-0.17 |
673 |
18,649 |
+305 |
Total Volume and Open Interest |
147,945 |
715,067 |
-3,574 |
London Cocoa(LCE) |
May12 |
120430 |
1518 |
1526 |
1441 |
1472 |
-43 |
2,921 |
31,532 |
-300 |
Jul12 |
120430 |
1532 |
1546 |
1457 |
1493 |
-38 |
6,734 |
64,357 |
-646 |
Sep12 |
120430 |
1520 |
1529 |
1445 |
1480 |
-39 |
3,207 |
26,805 |
+174 |
Dec12 |
120430 |
1503 |
1513 |
1430 |
1467 |
-38 |
1,673 |
28,666 |
-336 |
Mar13 |
120430 |
1476 |
1486 |
1409 |
1445 |
-32 |
2,408 |
32,560 |
-52 |
May13 |
120430 |
1476 |
1481 |
1414 |
1445 |
-29 |
522 |
9,534 |
-58 |
Jul13 |
120430 |
1479 |
1483 |
1423 |
1448 |
-29 |
5 |
4,393 |
+0 |
Total Volume and Open Interest |
17,530 |
202,575 |
-1,218 |
London Sugar(LCE) |
Aug12 |
120430 |
577.60 |
581.50 |
573.90 |
574.60 |
-2.20 |
2,623 |
30,666 |
+592 |
Oct12 |
120430 |
572.10 |
574.80 |
566.50 |
567.40 |
-3.40 |
690 |
11,869 |
+242 |
Dec12 |
120430 |
579.50 |
579.50 |
572.90 |
573.70 |
-3.10 |
303 |
4,847 |
+87 |
Mar13 |
120430 |
584.30 |
586.40 |
579.00 |
579.90 |
-3.70 |
394 |
6,290 |
+70 |
May13 |
120430 |
590.00 |
590.00 |
583.30 |
583.30 |
-4.50 |
22 |
700 |
+38 |
Total Volume and Open Interest |
4,103 |
55,055 |
+1,086 |
Cotton(ICE) |
May12 |
120430 |
87.37 |
87.37 |
85.11 |
87.25 |
-1.98 |
50 |
204 |
-47 |
Jul12 |
120430 |
91.23 |
91.65 |
87.87 |
89.40 |
-1.83 |
9,579 |
101,899 |
-141 |
Oct12 |
120430 |
90.00 |
90.00 |
89.08 |
89.08 |
-1.57 |
0 |
94 |
+0 |
Dec12 |
120430 |
87.94 |
88.35 |
85.40 |
86.96 |
-0.94 |
3,553 |
72,067 |
+514 |
Mar13 |
120430 |
89.00 |
89.00 |
87.00 |
87.93 |
-0.90 |
126 |
4,380 |
+62 |
May13 |
120430 |
87.71 |
88.51 |
87.57 |
88.51 |
-0.60 |
4 |
777 |
+1 |
Total Volume and Open Interest |
13,316 |
183,200 |
+392 |
Lumber(CME) |
May12 |
120430 |
286.0 |
287.2 |
281.0 |
284.9 |
+2.2 |
332 |
1,102 |
-130 |
Jul12 |
120430 |
286.7 |
286.8 |
279.5 |
281.9 |
-2.8 |
500 |
4,920 |
+18 |
Sep12 |
120430 |
292.0 |
292.8 |
286.3 |
289.5 |
-1.7 |
159 |
1,913 |
+38 |
Nov12 |
120430 |
289.1 |
290.1 |
284.0 |
288.0 |
unch |
115 |
778 |
+44 |
Total Volume and Open Interest |
1,167 |
8,886 |
+29 |
Crude Oil(NYM) |
Jun12 |
120430 |
104.93 |
105.16 |
103.88 |
104.87 |
-0.06 |
192,832 |
281,542 |
-6,314 |
Jul12 |
120430 |
105.28 |
105.54 |
104.29 |
105.26 |
-0.06 |
46,723 |
166,196 |
+696 |
Aug12 |
120430 |
105.55 |
105.77 |
104.63 |
105.55 |
-0.09 |
23,922 |
98,597 |
-2,457 |
Sep12 |
120430 |
105.65 |
105.97 |
104.87 |
105.71 |
-0.13 |
17,016 |
99,247 |
+545 |
Oct12 |
120430 |
105.78 |
105.93 |
105.01 |
105.79 |
-0.16 |
7,963 |
48,831 |
+491 |
Nov12 |
120430 |
106.12 |
106.12 |
105.24 |
105.86 |
-0.18 |
6,329 |
40,039 |
-381 |
Dec12 |
120430 |
106.01 |
106.21 |
105.22 |
105.93 |
-0.18 |
39,341 |
183,905 |
-441 |
Jan13 |
120430 |
106.20 |
106.20 |
105.30 |
105.97 |
-0.19 |
2,844 |
47,158 |
+355 |
Feb13 |
120430 |
105.76 |
105.89 |
105.76 |
105.89 |
-0.19 |
5,789 |
25,253 |
+1,610 |
Mar13 |
120430 |
105.24 |
105.77 |
105.24 |
105.69 |
-0.19 |
3,696 |
32,684 |
-771 |
Apr13 |
120430 |
104.95 |
105.39 |
104.95 |
105.39 |
-0.17 |
1,521 |
16,893 |
+169 |
May13 |
120430 |
105.01 |
105.01 |
104.64 |
105.01 |
-0.15 |
1,782 |
14,726 |
+239 |
Jun13 |
120430 |
104.90 |
104.90 |
104.08 |
104.64 |
-0.12 |
7,925 |
70,881 |
+172 |
Jul13 |
120430 |
104.19 |
104.19 |
103.82 |
104.19 |
-0.10 |
1,022 |
14,473 |
+629 |
Aug13 |
120430 |
103.77 |
103.77 |
103.42 |
103.77 |
-0.07 |
268 |
9,741 |
+129 |
Sep13 |
120430 |
103.37 |
103.37 |
103.05 |
103.37 |
-0.05 |
926 |
23,100 |
+425 |
Total Volume and Open Interest |
417,413 |
1,564,195 |
+5,517 |
e-miNY Crude Oil(NYM) |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
4,985 |
1,103 |
-412 |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
6,231 |
1,427 |
-119 |
Jun12 |
120430 |
104.925 |
105.150 |
103.875 |
104.875 |
-0.050 |
4,857 |
2,133 |
-34 |
Jul12 |
120430 |
105.175 |
105.525 |
104.325 |
105.250 |
-0.075 |
72 |
222 |
+8 |
Aug12 |
120430 |
105.750 |
105.750 |
104.925 |
105.550 |
-0.100 |
14 |
75 |
+0 |
Sep12 |
120430 |
105.500 |
105.700 |
105.425 |
105.700 |
-0.150 |
3 |
34 |
-2 |
Oct12 |
120430 |
105.375 |
105.800 |
105.375 |
105.800 |
-0.150 |
0 |
20 |
+0 |
Nov12 |
120430 |
105.850 |
105.850 |
105.850 |
105.850 |
-0.200 |
0 |
2 |
+0 |
Dec12 |
120430 |
105.925 |
105.925 |
105.825 |
105.925 |
-0.175 |
0 |
242 |
+0 |
Jan13 |
120430 |
105.975 |
105.975 |
105.975 |
105.975 |
-0.175 |
0 |
6 |
+0 |
Total Volume and Open Interest |
4,968 |
2,914 |
-22 |
Heating Oil(NYM) |
May12 |
120430 |
317.93 |
318.80 |
316.40 |
318.34 |
+0.27 |
23,597 |
17,251 |
-5,003 |
Jun12 |
120430 |
318.48 |
319.22 |
316.58 |
318.42 |
+0.07 |
69,291 |
107,009 |
+854 |
Jul12 |
120430 |
318.04 |
319.33 |
316.82 |
318.61 |
+0.07 |
19,447 |
47,923 |
-1,152 |
Aug12 |
120430 |
318.63 |
319.55 |
317.12 |
318.82 |
+0.07 |
14,533 |
33,826 |
+595 |
Sep12 |
120430 |
319.09 |
319.77 |
317.61 |
319.14 |
+0.07 |
13,071 |
25,737 |
-249 |
Oct12 |
120430 |
318.93 |
319.57 |
318.58 |
319.52 |
+0.13 |
3,966 |
11,617 |
-53 |
Nov12 |
120430 |
319.51 |
320.24 |
318.82 |
320.05 |
+0.23 |
1,703 |
6,632 |
+188 |
Dec12 |
120430 |
319.71 |
320.97 |
318.94 |
320.42 |
+0.30 |
14,828 |
44,627 |
+501 |
Jan13 |
120430 |
319.90 |
320.81 |
319.90 |
320.62 |
+0.38 |
641 |
7,103 |
+158 |
Feb13 |
120430 |
319.35 |
320.25 |
319.30 |
320.11 |
+0.48 |
347 |
1,932 |
+49 |
Mar13 |
120430 |
318.15 |
319.00 |
318.04 |
318.82 |
+0.57 |
619 |
3,696 |
+229 |
Apr13 |
120430 |
316.55 |
317.12 |
316.55 |
317.12 |
+0.67 |
689 |
2,330 |
+277 |
Total Volume and Open Interest |
162,732 |
309,683 |
-3,606 |
Gasoline(NYMEX) |
May12 |
120430 |
320.57 |
321.03 |
316.88 |
318.44 |
-2.18 |
29,937 |
15,598 |
-3,234 |
Jun12 |
120430 |
314.29 |
314.46 |
310.55 |
312.46 |
-1.99 |
63,141 |
109,468 |
-1,417 |
Jul12 |
120430 |
309.17 |
309.36 |
306.52 |
308.42 |
-1.25 |
31,757 |
56,569 |
-5,157 |
Aug12 |
120430 |
304.80 |
305.45 |
302.89 |
304.60 |
-0.88 |
18,858 |
37,642 |
-1,790 |
Sep12 |
120430 |
300.45 |
301.72 |
299.27 |
300.88 |
-0.60 |
13,159 |
28,150 |
-2,248 |
Oct12 |
120430 |
285.84 |
287.25 |
284.93 |
286.48 |
-0.45 |
5,645 |
21,148 |
+154 |
Nov12 |
120430 |
282.69 |
283.66 |
281.51 |
282.94 |
-0.30 |
3,658 |
7,623 |
-408 |
Dec12 |
120430 |
280.98 |
281.91 |
279.70 |
281.16 |
-0.18 |
5,078 |
25,308 |
+1,164 |
Jan13 |
120430 |
280.68 |
280.68 |
280.68 |
280.68 |
-0.05 |
492 |
5,867 |
+76 |
Feb13 |
120430 |
281.39 |
281.39 |
280.96 |
281.39 |
-0.04 |
293 |
3,340 |
-62 |
Total Volume and Open Interest |
172,547 |
324,028 |
-12,865 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120430 |
312.50 |
312.50 |
312.46 |
312.50 |
-2.00 |
|
|
|
Jul12 |
120430 |
308.40 |
308.42 |
308.40 |
308.40 |
-1.30 |
|
|
|
Aug12 |
120430 |
304.60 |
304.60 |
304.60 |
304.60 |
-0.90 |
|
|
|
Sep12 |
120430 |
300.90 |
300.90 |
300.88 |
300.90 |
-0.60 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jun12 |
120430 |
2.190 |
2.320 |
2.150 |
2.285 |
+0.099 |
231,788 |
234,402 |
-6,218 |
Jul12 |
120430 |
2.304 |
2.427 |
2.258 |
2.394 |
+0.095 |
77,168 |
244,875 |
-1,144 |
Aug12 |
120430 |
2.377 |
2.491 |
2.332 |
2.462 |
+0.087 |
34,911 |
88,862 |
-773 |
Sep12 |
120430 |
2.420 |
2.537 |
2.379 |
2.509 |
+0.087 |
32,486 |
115,888 |
-138 |
Oct12 |
120430 |
2.515 |
2.628 |
2.473 |
2.600 |
+0.085 |
44,701 |
138,892 |
-2,924 |
Nov12 |
120430 |
2.759 |
2.875 |
2.736 |
2.852 |
+0.077 |
19,255 |
57,382 |
+880 |
Dec12 |
120430 |
3.120 |
3.206 |
3.073 |
3.182 |
+0.073 |
15,381 |
61,687 |
+595 |
Jan13 |
120430 |
3.272 |
3.360 |
3.235 |
3.337 |
+0.067 |
21,352 |
76,023 |
+512 |
Feb13 |
120430 |
3.247 |
3.372 |
3.247 |
3.349 |
+0.063 |
4,720 |
19,709 |
+431 |
Mar13 |
120430 |
3.238 |
3.350 |
3.231 |
3.326 |
+0.060 |
7,232 |
31,145 |
-436 |
Apr13 |
120430 |
3.234 |
3.324 |
3.213 |
3.303 |
+0.058 |
8,992 |
44,531 |
-881 |
May13 |
120430 |
3.288 |
3.365 |
3.257 |
3.342 |
+0.055 |
1,129 |
13,578 |
-86 |
Jun13 |
120430 |
3.339 |
3.415 |
3.309 |
3.392 |
+0.053 |
855 |
4,915 |
+97 |
Jul13 |
120430 |
3.387 |
3.469 |
3.360 |
3.448 |
+0.052 |
511 |
5,666 |
-28 |
Aug13 |
120430 |
3.391 |
3.488 |
3.388 |
3.469 |
+0.052 |
314 |
6,095 |
+69 |
Sep13 |
120430 |
3.410 |
3.493 |
3.388 |
3.472 |
+0.052 |
779 |
6,237 |
+229 |
Total Volume and Open Interest |
505,610 |
1,257,441 |
-17,498 |
Brent Crude Oil(ICE) |
Jun12 |
120430 |
119.70 |
119.79 |
118.73 |
119.47 |
-0.36 |
237,084 |
249,677 |
-11,092 |
Jul12 |
120430 |
119.15 |
119.37 |
118.46 |
119.17 |
-0.23 |
152,524 |
185,471 |
+11,678 |
Aug12 |
120430 |
118.68 |
119.02 |
118.11 |
118.80 |
-0.16 |
73,280 |
110,903 |
+744 |
Sep12 |
120430 |
118.18 |
118.53 |
117.65 |
118.32 |
-0.10 |
39,610 |
92,384 |
-1,088 |
Oct12 |
120430 |
117.64 |
117.94 |
117.06 |
117.73 |
-0.06 |
22,025 |
81,024 |
+167 |
Nov12 |
120430 |
117.10 |
117.40 |
116.63 |
117.23 |
-0.02 |
15,073 |
48,315 |
+2,068 |
Dec12 |
120430 |
116.31 |
116.91 |
116.03 |
116.72 |
+0.02 |
56,181 |
122,891 |
+2,565 |
Jan13 |
120430 |
116.05 |
116.24 |
115.64 |
116.23 |
+0.06 |
4,934 |
21,079 |
+730 |
Feb13 |
120430 |
115.36 |
115.72 |
115.20 |
115.72 |
+0.08 |
3,895 |
12,892 |
+652 |
Mar13 |
120430 |
114.96 |
115.23 |
114.96 |
115.23 |
+0.10 |
4,943 |
14,694 |
+669 |
Apr13 |
120430 |
114.69 |
114.69 |
114.69 |
114.69 |
+0.11 |
1,645 |
8,544 |
+332 |
May13 |
120430 |
114.08 |
114.08 |
114.08 |
114.08 |
+0.13 |
2,137 |
9,440 |
+87 |
Jun13 |
120430 |
113.15 |
113.58 |
112.85 |
113.46 |
+0.14 |
9,169 |
38,369 |
+962 |
Jul13 |
120430 |
112.87 |
112.87 |
112.87 |
112.87 |
+0.15 |
570 |
6,884 |
-297 |
Total Volume and Open Interest |
647,385 |
1,238,015 |
+10,252 |
Gas Oil(ICE) |
May12 |
120430 |
1009.50 |
1013.75 |
1006.25 |
1007.25 |
-1.25 |
68,075 |
95,528 |
-5,463 |
Jun12 |
120430 |
1005.50 |
1009.75 |
1002.25 |
1003.00 |
-1.00 |
124,145 |
110,692 |
-1,515 |
Jul12 |
120430 |
1003.50 |
1007.00 |
999.75 |
1000.75 |
-0.50 |
53,718 |
52,981 |
-6,543 |
Aug12 |
120430 |
1003.50 |
1006.00 |
999.00 |
999.75 |
-0.25 |
29,393 |
42,513 |
+632 |
Sep12 |
120430 |
1002.00 |
1004.75 |
998.50 |
999.25 |
unch |
27,130 |
40,995 |
+323 |
Oct12 |
120430 |
998.75 |
1002.75 |
998.00 |
998.00 |
+0.25 |
5,758 |
17,463 |
+407 |
Nov12 |
120430 |
997.00 |
998.25 |
996.50 |
996.50 |
+0.50 |
4,830 |
15,360 |
+387 |
Dec12 |
120430 |
995.50 |
1000.00 |
993.75 |
994.50 |
+0.50 |
31,029 |
52,426 |
+2,147 |
Jan13 |
120430 |
995.00 |
997.00 |
992.75 |
992.75 |
+0.50 |
2,600 |
20,021 |
+996 |
Feb13 |
120430 |
990.00 |
990.00 |
990.00 |
990.00 |
+0.50 |
1,915 |
10,158 |
+715 |
Total Volume and Open Interest |
357,052 |
540,126 |
-6,157 |
Ethanol(CBOT) |
Apr12 |
120404 |
2.280 |
2.280 |
2.260 |
2.266 |
-0.015 |
38 |
185 |
-5 |
May12 |
120430 |
2.195 |
2.237 |
2.195 |
2.228 |
+0.031 |
215 |
281 |
-68 |
Jun12 |
120430 |
2.211 |
2.247 |
2.211 |
2.241 |
+0.028 |
257 |
1,073 |
-73 |
Jul12 |
120430 |
2.218 |
2.250 |
2.218 |
2.246 |
+0.027 |
377 |
1,632 |
+69 |
Aug12 |
120430 |
2.190 |
2.227 |
2.190 |
2.219 |
+0.026 |
170 |
2,290 |
+94 |
Sep12 |
120430 |
2.119 |
2.134 |
2.113 |
2.132 |
+0.021 |
57 |
1,284 |
+0 |
Oct12 |
120430 |
2.052 |
2.074 |
2.049 |
2.069 |
+0.015 |
68 |
1,381 |
+14 |
Nov12 |
120430 |
2.024 |
2.047 |
2.022 |
2.042 |
+0.013 |
106 |
1,491 |
+15 |
Total Volume and Open Interest |
1,702 |
11,749 |
+171 |
WTI Crude Oil(ICE) |
Jun12 |
120430 |
104.81 |
105.17 |
103.88 |
104.87 |
-0.06 |
43,588 |
72,688 |
-214 |
Jul12 |
120430 |
105.30 |
105.56 |
104.31 |
105.26 |
-0.06 |
14,241 |
45,431 |
+735 |
Aug12 |
120430 |
105.70 |
105.78 |
104.64 |
105.55 |
-0.09 |
8,424 |
27,622 |
-82 |
Sep12 |
120430 |
105.86 |
105.86 |
104.90 |
105.71 |
-0.13 |
5,039 |
30,665 |
-65 |
Oct12 |
120430 |
105.97 |
106.02 |
105.08 |
105.79 |
-0.16 |
3,662 |
15,761 |
-112 |
Nov12 |
120430 |
105.56 |
105.88 |
105.29 |
105.86 |
-0.18 |
2,558 |
11,487 |
+313 |
Dec12 |
120430 |
106.09 |
106.21 |
105.24 |
105.93 |
-0.18 |
8,965 |
80,000 |
+1,414 |
Jan13 |
120430 |
105.97 |
105.97 |
105.97 |
105.97 |
-0.19 |
1,011 |
9,092 |
+258 |
Feb13 |
120430 |
105.89 |
105.89 |
105.89 |
105.89 |
-0.19 |
1,220 |
6,347 |
+782 |
Mar13 |
120430 |
105.69 |
105.69 |
105.69 |
105.69 |
-0.19 |
342 |
4,587 |
+15 |
Apr13 |
120430 |
105.39 |
105.39 |
105.39 |
105.39 |
-0.17 |
143 |
1,665 |
+18 |
May13 |
120430 |
105.01 |
105.01 |
105.01 |
105.01 |
-0.15 |
92 |
1,621 |
+14 |
Jun13 |
120430 |
104.30 |
104.64 |
104.30 |
104.64 |
-0.12 |
449 |
18,371 |
+150 |
Jul13 |
120430 |
104.19 |
104.19 |
104.19 |
104.19 |
-0.10 |
54 |
1,333 |
-18 |
Aug13 |
120430 |
103.77 |
103.77 |
103.77 |
103.77 |
-0.07 |
17 |
2,288 |
+1 |
Sep13 |
120430 |
103.37 |
103.37 |
103.37 |
103.37 |
-0.05 |
15 |
5,900 |
+1 |
Total Volume and Open Interest |
94,298 |
449,664 |
+2,861 |
US Dollar Index(ICE) |
Jun12 |
120430 |
78.835 |
78.960 |
78.685 |
78.848 |
+0.090 |
17,256 |
43,512 |
+892 |
Sep12 |
120430 |
79.220 |
79.235 |
79.025 |
79.223 |
+0.095 |
75 |
922 |
+56 |
Dec12 |
120430 |
79.360 |
79.652 |
79.360 |
79.652 |
+0.095 |
|
|
|
Total Volume and Open Interest |
17,331 |
44,434 |
+948 |
Australian Dollar(CME) |
Jun12 |
120430 |
104.02 |
104.17 |
103.52 |
103.68 |
-0.48 |
117,466 |
148,978 |
+2,387 |
Sep12 |
120430 |
103.05 |
103.25 |
102.70 |
102.77 |
-0.48 |
137 |
553 |
+99 |
Dec12 |
120430 |
101.95 |
102.41 |
101.95 |
101.95 |
-0.46 |
0 |
14 |
+0 |
Total Volume and Open Interest |
117,603 |
149,547 |
+2,486 |
British Pound(CME) |
Jun12 |
120430 |
162.66 |
162.98 |
162.17 |
162.29 |
-0.35 |
96,562 |
181,332 |
+3,004 |
Sep12 |
120430 |
162.48 |
162.76 |
162.16 |
162.19 |
-0.35 |
99 |
186 |
+2 |
Dec12 |
120430 |
162.08 |
162.43 |
162.08 |
162.08 |
-0.35 |
0 |
44 |
+0 |
Total Volume and Open Interest |
96,661 |
181,564 |
+3,006 |
Canadian Dollar(CME) |
Jun12 |
120430 |
101.87 |
101.90 |
100.95 |
101.17 |
-0.67 |
87,840 |
146,483 |
+7,948 |
Sep12 |
120430 |
101.60 |
101.60 |
100.74 |
100.94 |
-0.66 |
216 |
2,723 |
-60 |
Dec12 |
120430 |
101.25 |
101.33 |
100.50 |
100.67 |
-0.66 |
5 |
4,202 |
-1 |
Mar13 |
120430 |
100.55 |
101.01 |
100.38 |
100.38 |
-0.63 |
13 |
210 |
+2 |
Total Volume and Open Interest |
88,079 |
153,884 |
+7,892 |
Japanese Yen(CME) |
Jun12 |
120430 |
124.52 |
125.47 |
124.45 |
125.36 |
+0.91 |
94,005 |
139,445 |
-581 |
Sep12 |
120430 |
124.65 |
125.59 |
124.60 |
125.50 |
+0.90 |
51 |
441 |
+13 |
Dec12 |
120430 |
125.70 |
125.70 |
124.79 |
125.70 |
+0.91 |
0 |
100 |
+0 |
Total Volume and Open Interest |
94,056 |
139,999 |
-568 |
Swiss Franc(CME) |
Jun12 |
120430 |
110.34 |
110.48 |
109.99 |
110.27 |
-0.18 |
41,675 |
40,842 |
+636 |
Sep12 |
120430 |
110.44 |
110.61 |
110.44 |
110.44 |
-0.17 |
1 |
211 |
+1 |
Dec12 |
120430 |
110.61 |
110.81 |
110.61 |
110.61 |
-0.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
41,676 |
41,058 |
+637 |
EuroFX(CME) |
Jun12 |
120430 |
132.47 |
132.69 |
132.11 |
132.42 |
-0.20 |
225,954 |
283,008 |
-4,137 |
Sep12 |
120430 |
132.58 |
132.72 |
132.26 |
132.52 |
-0.20 |
479 |
1,294 |
+239 |
Dec12 |
120430 |
132.85 |
132.85 |
132.67 |
132.67 |
-0.18 |
37 |
155 |
+36 |
Total Volume and Open Interest |
226,470 |
284,470 |
-3,862 |
Mexican Peso(CME) |
May12 |
120430 |
765.8 |
769.8 |
765.8 |
765.8 |
-4.0 |
|
|
|
Jun12 |
120430 |
768.5 |
769.0 |
763.2 |
763.8 |
-4.0 |
28,846 |
160,850 |
-1,782 |
Total Volume and Open Interest |
28,846 |
161,282 |
-1,782 |
Brazilian Real(CME) |
May12 |
120430 |
529.10 |
530.30 |
528.60 |
529.10 |
-1.20 |
0 |
1,848 |
+0 |
Jun12 |
120430 |
525.55 |
525.65 |
520.80 |
521.95 |
-5.20 |
76 |
5,137 |
-14 |
Jul12 |
120430 |
519.30 |
523.90 |
518.70 |
519.30 |
-4.60 |
|
|
|
Aug12 |
120430 |
516.25 |
520.65 |
515.45 |
516.25 |
-4.40 |
|
|
|
Total Volume and Open Interest |
76 |
20,553 |
-14 |
30-Year T-Bonds(CBOT) |
Jun12 |
120430 |
142~210 |
143~020 |
142~130 |
142~280 |
+0~050 |
293,094 |
584,918 |
+11,953 |
Sep12 |
120430 |
142~060 |
142~070 |
141~290 |
142~040 |
+0~060 |
473 |
1,088 |
+279 |
Dec12 |
120430 |
142~100 |
142~100 |
142~090 |
142~090 |
+0~060 |
10 |
37 |
+8 |
Total Volume and Open Interest |
293,577 |
586,043 |
+12,240 |
10-Year T-Notes(CBOT) |
Jun12 |
120430 |
132~045 |
132~120 |
132~000 |
132~090 |
+0~040 |
1,118,473 |
1,855,399 |
+23,637 |
Sep12 |
120430 |
130~305 |
131~065 |
130~305 |
131~055 |
+0~045 |
2,219 |
16,616 |
+724 |
Dec12 |
120430 |
130~105 |
130~105 |
130~105 |
130~105 |
+0~045 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,120,692 |
1,872,016 |
+24,361 |
5-Year T-Notes(CBOT) |
Jun12 |
120430 |
123~099 |
123~107 |
123~093 |
123~102 |
+0~004 |
482,353 |
1,342,168 |
+27,298 |
Sep12 |
120430 |
123~054 |
123~054 |
123~048 |
123~054 |
+0~006 |
1,173 |
13,821 |
+1,002 |
Dec12 |
120430 |
122~078 |
122~078 |
122~072 |
122~078 |
+0~006 |
|
|
|
Total Volume and Open Interest |
483,526 |
1,355,989 |
+28,300 |
2 Year T-Notes(CBOT) |
Jun12 |
120430 |
110~033 |
110~036 |
110~033 |
110~035 |
+0~001 |
112,217 |
941,754 |
+26,245 |
Sep12 |
120430 |
110~020 |
110~020 |
110~020 |
110~020 |
+0~001 |
253 |
3,754 |
+10 |
Dec12 |
120430 |
109~086 |
109~086 |
109~086 |
109~086 |
+0~001 |
|
|
|
Total Volume and Open Interest |
112,470 |
945,508 |
+26,255 |
Eurodollars(CME) |
Jun12 |
120430 |
99.520 |
99.525 |
99.515 |
99.525 |
unch |
92,759 |
989,415 |
-8,003 |
Sep12 |
120430 |
99.500 |
99.505 |
99.490 |
99.500 |
+0.005 |
123,985 |
897,779 |
+2,850 |
Dec12 |
120430 |
99.480 |
99.490 |
99.470 |
99.480 |
+0.005 |
133,949 |
978,068 |
-11,565 |
Mar13 |
120430 |
99.470 |
99.475 |
99.455 |
99.470 |
+0.010 |
113,687 |
713,859 |
+3,873 |
Jun13 |
120430 |
99.440 |
99.450 |
99.430 |
99.445 |
+0.010 |
112,147 |
664,822 |
+8,473 |
Sep13 |
120430 |
99.410 |
99.420 |
99.395 |
99.415 |
+0.015 |
108,175 |
654,426 |
+2,218 |
Dec13 |
120430 |
99.355 |
99.375 |
99.345 |
99.365 |
+0.015 |
137,721 |
642,165 |
+15,844 |
Mar14 |
120430 |
99.290 |
99.315 |
99.285 |
99.305 |
+0.015 |
171,590 |
598,010 |
+14,477 |
Jun14 |
120430 |
99.195 |
99.220 |
99.185 |
99.210 |
+0.015 |
116,243 |
460,393 |
-989 |
Sep14 |
120430 |
99.080 |
99.105 |
99.070 |
99.095 |
+0.020 |
99,683 |
383,709 |
-4,844 |
Dec14 |
120430 |
98.930 |
98.955 |
98.920 |
98.945 |
+0.020 |
90,856 |
334,411 |
-4,688 |
Mar15 |
120430 |
98.775 |
98.810 |
98.775 |
98.795 |
+0.020 |
77,912 |
252,189 |
+1,956 |
Jun15 |
120430 |
0.306 |
0.331 |
0.301 |
0.321 |
+0.020 |
55,447 |
263,815 |
+1,527 |
Sep15 |
120430 |
0.136 |
0.166 |
0.131 |
0.156 |
+0.020 |
41,641 |
186,339 |
-2,057 |
Dec15 |
120430 |
6.525 |
6.550 |
6.520 |
6.540 |
+0.020 |
34,394 |
176,385 |
-2,231 |
Mar16 |
120430 |
6.385 |
6.400 |
6.370 |
6.395 |
+0.020 |
27,201 |
101,207 |
+776 |
Jun16 |
120430 |
6.220 |
6.240 |
6.215 |
6.235 |
+0.020 |
14,597 |
104,480 |
+1,494 |
Sep16 |
120430 |
6.060 |
6.085 |
6.055 |
6.075 |
+0.020 |
12,535 |
82,311 |
+1,030 |
Total Volume and Open Interest |
1,590,968 |
8,757,256 |
+22,946 |
30 Day Federal Funds(CBOT) |
Apr12 |
120430 |
99.863 |
99.863 |
99.860 |
99.863 |
unch |
2,420 |
44,805 |
+136 |
May12 |
120430 |
99.865 |
99.865 |
99.860 |
99.865 |
unch |
1,290 |
52,972 |
-433 |
Jun12 |
120430 |
99.865 |
99.865 |
99.860 |
99.865 |
unch |
1,662 |
37,890 |
-132 |
Jul12 |
120430 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
836 |
43,532 |
-406 |
Aug12 |
120430 |
99.850 |
99.855 |
99.850 |
99.855 |
unch |
311 |
34,255 |
-121 |
Sep12 |
120430 |
99.850 |
99.855 |
99.850 |
99.850 |
unch |
197 |
29,935 |
+33 |
Total Volume and Open Interest |
20,269 |
526,618 |
+3,421 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120430 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
258 |
+0 |
Sep12 |
120430 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120430 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120430 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
120430 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120430 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120430 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120430 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120430 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120430 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120430 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120430 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
797 |
+0 |
Dec12 |
120430 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
519 |
+0 |
Mar13 |
120430 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
181 |
+0 |
Jun13 |
120430 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
217 |
+0 |
Sep13 |
120430 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120430 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120430 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
75 |
+0 |
Total Volume and Open Interest |
0 |
5,225 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120427 |
142.96 |
143.17 |
142.76 |
143.15 |
+0.25 |
2,126 |
22,047 |
+251 |
Sep12 |
120427 |
142.69 |
142.69 |
142.69 |
142.69 |
+0.25 |
0 |
6 |
+0 |
Dec12 |
120427 |
141.56 |
141.56 |
141.56 |
141.56 |
+0.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,126 |
22,057 |
+251 |
Euro-Bund(EUREX) |
Jun12 |
120430 |
140.70 |
141.21 |
140.59 |
141.09 |
+0.39 |
800,936 |
922,342 |
+18,933 |
Sep12 |
120430 |
139.36 |
139.83 |
139.30 |
139.75 |
+0.40 |
2,371 |
12,508 |
+1,596 |
Dec12 |
120430 |
139.59 |
139.59 |
139.59 |
139.59 |
+0.39 |
27 |
0 |
+0 |
Total Volume and Open Interest |
803,334 |
934,850 |
+20,529 |
Euro-Bobl(EUREX) |
Jun12 |
120430 |
125.06 |
125.35 |
125.02 |
125.30 |
+0.21 |
429,412 |
796,931 |
-1,206 |
Sep12 |
120430 |
125.53 |
125.53 |
125.53 |
125.53 |
+0.23 |
3,531 |
6,162 |
+3,528 |
Dec12 |
120430 |
125.25 |
125.25 |
125.25 |
125.25 |
+0.21 |
|
|
|
Total Volume and Open Interest |
432,943 |
803,093 |
+2,322 |
3-Mth Euribor(EUREX) |
Jun12 |
120430 |
99.405 |
99.405 |
99.405 |
99.405 |
+0.025 |
0 |
1,477 |
+0 |
Sep12 |
120430 |
99.445 |
99.445 |
99.445 |
99.445 |
+0.040 |
0 |
1,234 |
+0 |
Dec12 |
120430 |
99.430 |
99.440 |
99.430 |
99.435 |
+0.045 |
150 |
1,240 |
-99 |
Total Volume and Open Interest |
471 |
5,909 |
+206 |
Long Gilt(LIFFE) |
Jun12 |
120430 |
115~12 |
115~26 |
115~05 |
115~20 |
+0~05 |
98,085 |
305,597 |
+1,907 |
Sep12 |
120430 |
114~20 |
114~20 |
114~20 |
114~20 |
+0~05 |
0 |
24 |
+0 |
Total Volume and Open Interest |
98,085 |
305,621 |
+1,907 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120430 |
99.01 |
99.01 |
98.97 |
99.00 |
-0.01 |
76,857 |
242,353 |
-2,374 |
Sep12 |
120430 |
98.97 |
98.98 |
98.95 |
98.96 |
-0.02 |
70,006 |
294,820 |
+2,847 |
Dec12 |
120430 |
98.94 |
98.95 |
98.90 |
98.93 |
-0.03 |
87,070 |
258,515 |
+11,536 |
Mar13 |
120430 |
98.91 |
98.93 |
98.88 |
98.90 |
-0.05 |
100,672 |
239,623 |
-3,281 |
Jun13 |
120430 |
98.87 |
98.89 |
98.83 |
98.86 |
-0.05 |
102,688 |
244,301 |
+3,623 |
Sep13 |
120430 |
98.81 |
98.83 |
98.78 |
98.80 |
-0.06 |
87,642 |
227,898 |
+15,580 |
Total Volume and Open Interest |
733,809 |
2,191,182 |
+38,035 |
3-Mth Euribor(LIFFE) |
Jun12 |
120430 |
99.390 |
99.415 |
99.380 |
99.405 |
+0.025 |
103,392 |
547,128 |
-20,600 |
Sep12 |
120430 |
99.415 |
99.450 |
99.405 |
99.445 |
+0.040 |
130,908 |
515,921 |
-17,496 |
Dec12 |
120430 |
99.400 |
99.445 |
99.390 |
99.435 |
+0.045 |
112,570 |
431,191 |
+21,676 |
Total Volume and Open Interest |
774,162 |
3,341,304 |
+28,048 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120430 |
96.13 |
96.16 |
96.10 |
96.14 |
+0.01 |
28,017 |
171,274 |
-204 |
Sep12 |
120430 |
96.41 |
96.42 |
96.37 |
96.39 |
-0.02 |
30,511 |
156,345 |
+1,917 |
Dec12 |
120430 |
96.50 |
96.50 |
96.44 |
96.46 |
-0.04 |
21,400 |
116,727 |
+1,337 |
Mar13 |
120430 |
96.47 |
96.48 |
96.42 |
96.44 |
-0.04 |
8,490 |
70,076 |
+1,806 |
Jun13 |
120430 |
96.37 |
96.38 |
96.33 |
96.36 |
-0.03 |
6,090 |
59,457 |
+1,601 |
Sep13 |
120430 |
96.29 |
96.30 |
96.25 |
96.28 |
-0.03 |
5,335 |
42,515 |
+1,182 |
Dec13 |
120430 |
96.21 |
96.21 |
96.17 |
96.20 |
-0.02 |
1,854 |
28,153 |
-1 |
Mar14 |
120430 |
96.15 |
96.15 |
96.11 |
96.13 |
-0.03 |
758 |
16,822 |
+230 |
Jun14 |
120430 |
96.08 |
96.08 |
96.04 |
96.05 |
-0.04 |
4 |
992 |
-1 |
Sep14 |
120430 |
96.01 |
96.01 |
95.98 |
95.98 |
-0.05 |
2 |
533 |
+0 |
Total Volume and Open Interest |
102,461 |
663,211 |
+7,867 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120430 |
96.40 |
96.42 |
96.35 |
96.38 |
-0.03 |
63,547 |
384,529 |
+1,868 |
Sep12 |
120430 |
96.38 |
96.38 |
96.38 |
96.38 |
-0.03 |
|
|
|
Total Volume and Open Interest |
63,547 |
384,529 |
+1,868 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120430 |
97.02 |
97.05 |
96.98 |
97.01 |
-0.02 |
183,052 |
414,866 |
-11,550 |
Sep12 |
120430 |
97.01 |
97.01 |
97.01 |
97.01 |
-0.02 |
|
|
|
Total Volume and Open Interest |
183,052 |
414,866 |
-11,550 |
Gold(CMX) |
Jun12 |
120430 |
1663.0 |
1667.0 |
1645.1 |
1664.2 |
-0.6 |
130,313 |
219,274 |
+409 |
Aug12 |
120430 |
1667.1 |
1669.1 |
1647.9 |
1666.5 |
-0.7 |
5,178 |
46,916 |
+2,029 |
Oct12 |
120430 |
1667.1 |
1671.2 |
1652.8 |
1668.6 |
-0.7 |
416 |
12,148 |
+191 |
Dec12 |
120430 |
1671.0 |
1673.2 |
1654.1 |
1670.8 |
-0.7 |
1,948 |
38,417 |
+720 |
Feb13 |
120430 |
1663.1 |
1673.8 |
1661.3 |
1672.8 |
-0.8 |
1,252 |
16,484 |
+997 |
Apr13 |
120430 |
1658.0 |
1675.0 |
1658.0 |
1675.0 |
-0.7 |
98 |
12,132 |
+33 |
Jun13 |
120430 |
1673.0 |
1677.2 |
1671.4 |
1677.2 |
-0.8 |
904 |
11,443 |
+264 |
Aug13 |
120430 |
1679.6 |
1679.6 |
1679.6 |
1679.6 |
-0.8 |
0 |
1,230 |
+0 |
Oct13 |
120430 |
1682.1 |
1682.1 |
1682.1 |
1682.1 |
-0.9 |
14 |
46 |
+14 |
Dec13 |
120430 |
1680.6 |
1684.8 |
1680.0 |
1684.8 |
-0.9 |
799 |
8,231 |
-219 |
Feb14 |
120430 |
1687.9 |
1687.9 |
1687.9 |
1687.9 |
-0.9 |
0 |
6 |
+0 |
Total Volume and Open Interest |
141,736 |
405,644 |
+4,441 |
Silver(CMX) |
May12 |
120430 |
3126.0 |
3138.0 |
3055.0 |
3095.9 |
-38.8 |
43,708 |
9,026 |
-10,752 |
Jul12 |
120430 |
3133.0 |
3144.5 |
3060.0 |
3101.6 |
-39.5 |
32,167 |
55,421 |
+3,921 |
Sep12 |
120430 |
3139.5 |
3145.5 |
3085.0 |
3107.6 |
-39.5 |
778 |
7,120 |
+6 |
Dec12 |
120430 |
3151.0 |
3153.0 |
3075.0 |
3114.5 |
-39.4 |
1,856 |
17,991 |
+60 |
Mar13 |
120430 |
3116.5 |
3117.3 |
3085.5 |
3117.3 |
-39.4 |
110 |
2,687 |
+42 |
May13 |
120430 |
3118.5 |
3118.5 |
3118.5 |
3118.5 |
-39.2 |
71 |
1,599 |
+26 |
Jul13 |
120430 |
3118.4 |
3118.4 |
3118.4 |
3118.4 |
-39.6 |
21 |
3,018 |
+0 |
Total Volume and Open Interest |
79,327 |
113,728 |
-6,593 |
Platinum(NYMEX) |
Jul12 |
120430 |
1575.8 |
1578.8 |
1566.3 |
1571.9 |
-3.8 |
5,793 |
38,764 |
-47 |
Oct12 |
120430 |
1575.9 |
1575.9 |
1572.5 |
1575.9 |
-3.2 |
228 |
1,983 |
+223 |
Jan13 |
120430 |
1578.1 |
1578.1 |
1577.4 |
1578.1 |
-3.2 |
1 |
144 |
+1 |
Apr13 |
120430 |
1578.1 |
1578.1 |
1577.4 |
1578.1 |
-3.2 |
|
|
|
Total Volume and Open Interest |
6,028 |
40,895 |
+172 |
Palladium(NYMEX) |
Jun12 |
120430 |
681.65 |
685.00 |
675.60 |
682.35 |
+0.85 |
2,719 |
19,471 |
-281 |
Sep12 |
120430 |
683.70 |
686.85 |
677.35 |
684.20 |
+0.85 |
479 |
1,947 |
+435 |
Dec12 |
120430 |
682.40 |
685.55 |
681.00 |
685.55 |
+0.85 |
6 |
41 |
+5 |
Total Volume and Open Interest |
3,204 |
21,462 |
+159 |
Copper(CMX) |
May12 |
120430 |
383.10 |
385.90 |
379.95 |
383.35 |
+1.35 |
54,689 |
13,734 |
-7,897 |
Jul12 |
120430 |
383.65 |
386.15 |
379.65 |
382.95 |
+0.45 |
47,409 |
75,111 |
+4,376 |
Sep12 |
120430 |
384.40 |
385.85 |
379.95 |
382.55 |
-0.45 |
7,135 |
32,422 |
-3,092 |
Dec12 |
120430 |
385.10 |
386.45 |
380.15 |
382.70 |
-0.70 |
3,158 |
15,080 |
+1,035 |
Mar13 |
120430 |
380.55 |
382.75 |
380.55 |
382.75 |
-1.05 |
782 |
3,034 |
+350 |
Total Volume and Open Interest |
114,382 |
152,011 |
-6,055 |
DJIA Index(CBOT) |
Jun12 |
120430 |
13178 |
13197 |
13120 |
13155 |
-9 |
220 |
11,443 |
+43 |
Sep12 |
120430 |
13085 |
13094 |
13085 |
13085 |
-9 |
0 |
2 |
+0 |
Dec12 |
120430 |
13004 |
13013 |
13004 |
13004 |
-9 |
0 |
1 |
+0 |
Mar13 |
120430 |
12937 |
12946 |
12937 |
12937 |
-9 |
|
|
|
Total Volume and Open Interest |
220 |
11,446 |
+43 |
E-mini DJIA Index(CBOT) |
Jun12 |
120430 |
13177 |
13198 |
13119 |
13155 |
-9 |
117,170 |
109,617 |
+6,469 |
Sep12 |
120430 |
13079 |
13085 |
13071 |
13085 |
-9 |
7 |
186 |
+7 |
Dec12 |
120430 |
13092 |
13108 |
13004 |
13004 |
-9 |
1 |
35 |
+1 |
Mar13 |
120430 |
12937 |
12937 |
12937 |
12937 |
-9 |
|
|
|
Total Volume and Open Interest |
117,178 |
109,838 |
+6,477 |
S & P 500(CME) |
Jun12 |
120430 |
1399.70 |
1402.30 |
1390.00 |
1393.60 |
-4.90 |
11,534 |
236,252 |
+2,669 |
Sep12 |
120430 |
1387.20 |
1387.20 |
1383.10 |
1387.20 |
-4.90 |
2 |
2,438 |
-41 |
Dec12 |
120430 |
1380.60 |
1380.60 |
1376.50 |
1380.60 |
-4.90 |
1 |
3,657 |
+0 |
Mar13 |
120430 |
1374.60 |
1374.60 |
1370.50 |
1374.60 |
-4.90 |
|
|
|
Total Volume and Open Interest |
11,537 |
242,347 |
+2,628 |
S & P 500 E-Mini(Globex) |
Jun12 |
120430 |
1400.25 |
1402.50 |
1389.75 |
1393.50 |
-5.00 |
1,666,603 |
2,852,617 |
+36,265 |
Sep12 |
120430 |
1394.75 |
1395.75 |
1383.50 |
1387.25 |
-4.75 |
1,707 |
26,944 |
+734 |
Total Volume and Open Interest |
1,668,322 |
2,883,254 |
+37,006 |
NASDAQ 100(CME) |
Jun12 |
120430 |
2741.00 |
2743.50 |
2716.00 |
2719.30 |
-17.50 |
880 |
16,365 |
+224 |
Sep12 |
120430 |
2713.50 |
2713.50 |
2711.00 |
2713.50 |
-17.50 |
1 |
1 |
+1 |
Dec12 |
120430 |
2706.80 |
2724.30 |
2706.80 |
2706.80 |
-17.50 |
|
|
|
Total Volume and Open Interest |
881 |
16,366 |
+225 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120430 |
2741.00 |
2744.30 |
2715.50 |
2719.30 |
-17.50 |
206,885 |
411,092 |
-3,921 |
Sep12 |
120430 |
2726.00 |
2726.00 |
2713.00 |
2713.50 |
-17.50 |
15 |
722 |
+7 |
Total Volume and Open Interest |
206,900 |
411,841 |
-3,914 |
S & P Midcap 400(CME) |
Jun12 |
120430 |
989.60 |
989.60 |
989.60 |
989.60 |
-7.80 |
1 |
1,918 |
+1 |
Sep12 |
120430 |
986.60 |
994.40 |
986.60 |
986.60 |
-7.80 |
|
|
|
Dec12 |
120430 |
984.60 |
992.40 |
984.60 |
984.60 |
-7.80 |
|
|
|
Total Volume and Open Interest |
1 |
1,918 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120430 |
9570 |
9580 |
9415 |
9475 |
-60 |
4,246 |
42,249 |
+94 |
Sep12 |
120430 |
9490 |
9490 |
9490 |
9490 |
-60 |
1 |
1 |
+1 |
Total Volume and Open Interest |
4,247 |
42,250 |
+95 |
Nikkei 225(SGX) |
Jun12 |
120427 |
9555 |
9700 |
9465 |
9475 |
-85 |
74,567 |
228,232 |
-6,184 |
Sep12 |
120427 |
9565 |
9675 |
9470 |
9470 |
-85 |
28 |
7,912 |
-1 |
Dec12 |
120427 |
9410 |
9410 |
9410 |
9410 |
-85 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
74,670 |
247,259 |
-6,201 |
CAC 40(EURONEXT) |
May12 |
120430 |
3212.5 |
3231.5 |
3152.0 |
3160.5 |
-52.5 |
129,901 |
383,649 |
-12,974 |
Jun12 |
120430 |
3191.5 |
3200.0 |
3126.5 |
3132.0 |
-52.5 |
307 |
30,054 |
-630 |
Jul12 |
120430 |
3123.5 |
3123.5 |
3123.5 |
3123.5 |
-53.0 |
|
|
|
Total Volume and Open Interest |
130,208 |
413,826 |
-13,604 |
Hang Seng Index(HKFE) |
Apr12 |
120427 |
20915 |
20957 |
20834 |
20845 |
-13 |
114,030 |
50,864 |
-20,589 |
May12 |
120430 |
20660 |
20984 |
20655 |
20940 |
+390 |
55,027 |
83,338 |
+20,338 |
Jun12 |
120430 |
20450 |
20789 |
20450 |
20750 |
+354 |
423 |
6,081 |
-54 |
Total Volume and Open Interest |
140,180 |
113,406 |
-8,171 |
DAX(EUREX) |
Jun12 |
120430 |
6824.0 |
6856.0 |
6754.5 |
6775.0 |
-28.0 |
139,694 |
176,194 |
+1,154 |
Sep12 |
120430 |
6830.0 |
6858.5 |
6765.5 |
6781.0 |
-29.0 |
210 |
3,441 |
+1 |
Dec12 |
120430 |
6865.5 |
6865.5 |
6789.0 |
6789.0 |
-27.5 |
8 |
400 |
+1 |
Total Volume and Open Interest |
139,912 |
180,035 |
+1,156 |
FT-SE 100(EURONEXT) |
Jun12 |
120430 |
5742.00 |
5760.50 |
5689.00 |
5715.00 |
-19.00 |
98,624 |
550,412 |
-1,195 |
Sep12 |
120430 |
5680.00 |
5680.00 |
5667.50 |
5674.00 |
-19.00 |
29 |
2,532 |
-3 |
Dec12 |
120430 |
5653.00 |
5653.00 |
5653.00 |
5653.00 |
-19.00 |
0 |
284 |
+0 |
Total Volume and Open Interest |
98,653 |
553,228 |
-1,198 |
SPI 200(SFE) |
Jun12 |
120430 |
4358.0 |
4404.0 |
4356.0 |
4397.0 |
+28.0 |
25,196 |
205,184 |
-990 |
Sep12 |
120430 |
4338.0 |
4365.0 |
4338.0 |
4365.0 |
+28.0 |
72 |
2,237 |
-99 |
Dec12 |
120430 |
4366.0 |
4366.0 |
4366.0 |
4366.0 |
+28.0 |
264 |
2,089 |
+237 |
Total Volume and Open Interest |
25,658 |
210,818 |
-855 |
GSCI(CME) |
May12 |
120430 |
683.50 |
686.00 |
682.25 |
686.00 |
+1.75 |
99 |
8,760 |
-24 |
Jun12 |
120430 |
687.00 |
687.00 |
683.25 |
687.00 |
+2.00 |
0 |
2 |
+0 |
Jul12 |
120430 |
682.50 |
682.50 |
679.00 |
682.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
99 |
8,762 |
-24 |
Reuters CCI(ICE) |
Jun12 |
120430 |
305.90 |
305.90 |
305.90 |
305.90 |
+0.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|